一种基于假设检验的多重渐消卡尔曼滤波

庄朝文; 富立; 范跃祖

一种基于假设检验的多重渐消卡尔曼滤波

北京航空航天大学自动化科学与电气工程学院, 北京 100083

详细信息

作者简介:
庄朝文(1978-),男,广东潮阳人,硕士生, zcwl24@sina.com.

中图分类号: V 241.6
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- 被引次数: 0
出版历程
- 收稿日期: 2002-09-11
- 网络出版日期: 2004-01-31

Multiple fading Kalman filter based on hypothesis testing

School of Automation Science and Electrical Engineering, Beijing University of Aeronautics and Astronautics, Beijing 100083, China

摘要

摘要: 提出了一种基于假设检验的带多重渐消因子卡尔曼滤波的新算法.该算法采用χ²检验法,通过渐消因子矩阵对卡尔曼滤波器的噪声方差进行在线修正,从而使滤波器在对象模型存在误差或对象受到外扰时仍然收敛,同时能够提高系统的精度.该算法应用于车载GPS (Global Positioning System)/INS(Inerial Navigation System)组合导航系统中,取得了良好的效果.
- 自适应滤波 /
- 假设检验 /
- 卡尔曼滤波 /
- 组合导航
Abstract: A new multiple fading Kalman filtering algorithm was proposed based on hypothesis testing. The algorithm on-line modifies the noise covariance of the Kalman filter by the fading matrix using chi-square testing method so as to improve the accuracy and convergency of the Kalman filter when there exist errors or when the plant was affected by unmeasurable external disturbances. The proposed algorithm was applied to a vehicle global positioning system/inerial navigation system/integrated navigation system(GPS/INS) and behaved satisfactorily.
- adaptive filtering /
- hypothesis testing /
- Kalman filters /
- integrated navigation

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参考文献(1)

[1] 周东华,席裕庚,张钟俊．非线性系统带次优渐消因子的扩展卡尔曼滤波[J]．控制与决策,1990,14(5):1~6 Zhou Donghua, Xi Yugeng, Zhang Zhongjun. Suboptimal fading extended Kalman filtering for nonlinear systems[J].Control and Decision,1990,14(5):1~6(in Chinese) [2] 夏启军,孙优贤,周春晖．渐消卡尔曼滤波器的最佳自适应算法及其应用．自动化学报,1990,16(3) :210~216 Xia Qijun, Sun Youxian, Zhou Chunhui. An optimal adaptive algorithm for fading Kalman filter and its application[J]. ACTA Automatic Sinica,1990,16(3):210~216(in Chinese) [3] 周东华,席裕庚,张钟俊．一种带多重次优渐消因子的扩展卡尔曼滤波器．自动化学报,1991,17(6):689~695 Zhou Donghua, Xi Yugeng, Zhang Zhongjun. A suboptimal multiple fading extended Kalman filter[J]. ACTA Automatic Sinica, 1991, 17(6):689~695(in Chinese) [4] 盛骤,谢式千,潘承毅．概率论与数理统计[M]．北京:高等教育出版社,1979.145~148,375~376 Sheng Zhou, Xie Shiqian, Pan Chengyi. Probability and mathematical statistics .Beijing:High Education Press,1979.145~148, 375~376(in Chinese) [5] 韩於羹．应用数理统计[M] 北京:北京航空航天大学出版社,1989.119~123,284~288 Han Yugeng. Application mathematical statistics[M].Beijing:Beijing University of Aeronautics and Astronautics Press, 1989.119~123, 284~288(in Chinese) [6] Kim S, Kim J H．Adaptive fuzzy\|network\|based C\|measure map-matching algorithm for car navigation system[J]. IEEE Transactions on Industrial Electronics,2001,48(2):432~441

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